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View Outliers PnL Drill-Down: BNGO240920C00000500

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Initial Position

record_date	ticker	symbol	strike	volume	open_interest	implied_volatility	bs_sigma	bs_call	bs_put	spec_perc_move	bs_iv_call	bs_iv_put	last_option_price	last_underlying_price	exp_date	side	bias	prev_day_volatility	volatility	percent_move
2024-08-08	BNGO	BNGO240920C00000500	0.50	4.0	144.000	1.313	0.403	0.0	0.1	0.010	0.020	0.160	0.05	0.36	2024-09-20	CALL	Long	0.415	0.418	-0.064
2024-08-07	BNGO	BNGO240920C00000500	0.50	107.0	37.000	1.656	0.367	0.0	0.1	0.000	0.060	0.130	0.08	0.43	2024-09-20	CALL	Long	0.389	0.420	-0.154

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis

record_date	ticker	volatility_ratio	minimum_volatility	maximum_volatility	average_volatility	current_volatility	against_prev_volatility	curr_price	net_profitability	dividend_yield	time_period_low	time_period_high	interval	time_period	avg_price_prev
2024-12-17	BNGO	0.636	0.145	0.352	0.235	0.270	0.002	0.21	-6.437	0.0000	0.21	2.10	21	1y	0.29

Position Tracking

symbol	ticker	side	bias	strike	exit_reason	option_pnl_str	option_perc	underlying_pnl_str	underlying_perc	iv_diff	option_purchase_price	option_curr_price	underlying_original_price	underlying_curr_price	option_pnl	dollar_pnl	position_entry	days_in_position	volume	open_interest	underlying_pnl	record_date
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$-0.06	-0.75	$-0.01	-0.02	2.47	0.08	0.02	0.43	0.42	-0.06	$-6.00	8.00	43	5.0	588.000	-0.01	2024-09-19
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$-0.06	-0.75	$-0.03	-0.07	2.22	0.08	0.02	0.43	0.40	-0.06	$-6.00	8.00	42	5.0	588.000	-0.03	2024-09-18
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$-0.06	-0.75	$-0.01	-0.02	1.22	0.08	0.02	0.43	0.42	-0.06	$-6.00	8.00	41	5.0	588.000	-0.01	2024-09-17
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$-0.05	-0.62	$-0.02	-0.05	1.09	0.08	0.03	0.43	0.41	-0.05	$-5.00	8.00	40	1.0	588.000	-0.02	2024-09-16
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$-0.07	-0.88	$0.00	0.00	0.59	0.08	0.01	0.43	0.43	-0.07	$-7.00	8.00	38	5.0	583.000	0.00	2024-09-14
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$-0.07	-0.88	$0.00	0.00	0.28	0.08	0.01	0.43	0.43	-0.07	$-7.00	8.00	37	5.0	583.000	0.00	2024-09-13
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$-0.03	-0.38	$0.02	0.05	-0.16	0.08	0.05	0.43	0.45	-0.03	$-3.00	8.00	36	6.0	579.000	0.02	2024-09-12
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$-0.03	-0.38	$0.05	0.12	-0.59	0.08	0.05	0.43	0.48	-0.03	$-3.00	8.00	35	2.0	577.000	0.05	2024-09-11
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$-0.05	-0.62	$0.01	0.02	-0.09	0.08	0.03	0.43	0.44	-0.05	$-5.00	8.00	34	21.0	577.000	0.01	2024-09-10
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$-0.05	-0.62	$0.01	0.02	-0.28	0.08	0.03	0.43	0.44	-0.05	$-5.00	8.00	33	21.0	574.000	0.01	2024-09-09
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$-0.04	-0.50	$0.01	0.02	-0.22	0.08	0.04	0.43	0.44	-0.04	$-4.00	8.00	32	5.0	573.000	0.01	2024-09-08
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$-0.03	-0.38	$0.01	0.02	-0.41	0.08	0.05	0.43	0.44	-0.03	$-3.00	8.00	30	1.0	573.000	0.01	2024-09-06
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$-0.03	-0.38	$0.03	0.07	-0.56	0.08	0.05	0.43	0.46	-0.03	$-3.00	8.00	29	1.0	573.000	0.03	2024-09-05
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$-0.03	-0.38	$0.02	0.05	-0.59	0.08	0.05	0.43	0.45	-0.03	$-3.00	8.00	28	1.0	573.000	0.02	2024-09-04
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$-0.03	-0.38	$0.06	0.14	-1.03	0.08	0.05	0.43	0.49	-0.03	$-3.00	8.00	24	6.0	573.000	0.06	2024-08-31
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$-0.03	-0.38	$0.06	0.14	-1.03	0.08	0.05	0.43	0.49	-0.03	$-3.00	8.00	23	6.0	573.000	0.06	2024-08-30
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$-0.03	-0.38	$0.05	0.12	-0.47	0.08	0.05	0.43	0.48	-0.03	$-3.00	8.00	22	3.0	570.000	0.05	2024-08-29
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$-0.01	-0.12	$0.05	0.12	-0.97	0.08	0.07	0.43	0.48	-0.01	$-1.00	8.00	21	1.0	570.000	0.05	2024-08-28
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$-0.01	-0.12	$0.09	0.21	-1.66	0.08	0.07	0.43	0.52	-0.01	$-1.00	8.00	20	36.0	570.000	0.09	2024-08-27
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$-0.01	-0.12	$0.09	0.21	-0.47	0.08	0.07	0.43	0.52	-0.01	$-1.00	8.00	19	36.0	540.000	0.09	2024-08-26
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$-0.03	-0.38	$0.10	0.23	-0.56	0.08	0.05	0.43	0.53	-0.03	$-3.00	8.00	18	20.0	540.000	0.10	2024-08-25
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$-0.03	-0.38	$0.10	0.23	-0.56	0.08	0.05	0.43	0.53	-0.03	$-3.00	8.00	17	20.0	540.000	0.10	2024-08-24
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$0.02	0.25	$0.10	0.23	-0.59	0.08	0.10	0.43	0.53	0.02	$2.00	8.00	16	10.0	540.000	0.10	2024-08-23
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$0.02	0.25	$0.09	0.21	-0.97	0.08	0.10	0.43	0.52	0.02	$2.00	8.00	15	7.0	536.000	0.09	2024-08-22
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$0.02	0.25	$0.12	0.28	-0.91	0.08	0.10	0.43	0.55	0.02	$2.00	8.00	14	4.0	532.000	0.12	2024-08-21
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$0.07	0.88	$0.09	0.21	-0.12	0.08	0.15	0.43	0.52	0.07	$7.00	8.00	13	225.0	320.000	0.09	2024-08-20
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$0.07	0.88	$0.13	0.30	-0.16	0.08	0.15	0.43	0.56	0.07	$7.00	8.00	12	148.0	235.000	0.13	2024-08-19
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$0.03	0.38	$0.11	0.26	0.06	0.08	0.11	0.43	0.54	0.03	$3.00	8.00	11	89.0	154.000	0.11	2024-08-18
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$0.03	0.38	$0.11	0.26	0.03	0.08	0.11	0.43	0.54	0.03	$3.00	8.00	10	89.0	154.000	0.11	2024-08-17
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$0.04	0.50	$0.11	0.26	0.00	0.08	0.12	0.43	0.54	0.04	$4.00	8.00	9	87.0	154.000	0.11	2024-08-16
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$0.00	0.00	$0.09	0.21	-0.62	0.08	0.08	0.43	0.52	0.00	$0.00	8.00	8	38.0	150.000	0.09	2024-08-15
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$-0.03	-0.38	$-0.01	-0.02	-0.22	0.08	0.05	0.43	0.42	-0.03	$-3.00	8.00	7	2.0	148.000	-0.01	2024-08-14
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$-0.04	-0.50	$0.00	0.00	0.16	0.08	0.04	0.43	0.43	-0.04	$-4.00	8.00	6	14.0	138.000	0.00	2024-08-13
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$0.02	0.25	$-0.04	-0.09	-0.53	0.08	0.10	0.43	0.39	0.02	$2.00	8.00	5	7.0	131.000	-0.04	2024-08-12
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$-0.03	-0.38	$-0.04	-0.09	-0.09	0.08	0.05	0.43	0.39	-0.03	$-3.00	8.00	2	108.0	146.000	-0.04	2024-08-09
BNGO240920C00000500	BNGO	CALL	Long	0.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.02; Exit EQ PnL: -0.04	$-0.03	-0.38	$-0.03	-0.07	-0.67	0.08	0.05	0.43	0.40	-0.03	$-3.00	8.00	1	4.0	144.000	-0.03	2024-08-08
BNGO240920C00000500	BNGO	CALL	Long	0.50	None	$0.00	0.00	$0.00	0.00	0.00	0.08	0.08	0.43	0.43	0.00	$0.00	8.00	0	107.0	37.000	0.00	2024-08-07

record_date vs. iv_diff

record_date vs. option_curr_price

record_date vs. option_pnl

record_date vs. underlying_curr_price

record_date vs. underlying_pnl